Like DiabloII said, what you see on an audio CD when you look at in explorer or similar, is just a list of .cda files which are tiny.
Try converting your music files to .wav files first on the hard drive. You can then burn wav files straight to CD (select the audio CD template not data) in the burning software.
CDs created this way will then play on a normal stereo.
Another thing briefly, if you are burning CDs that you want to work on a stereo, then I find that burning them slower is better, especially if you are using blank data CD instead of blank audio ones.